The non-classical human leukocyte antigen (HLA) class I genes present a very low rate of variation. So far, only 10 HLA-E alleles encoding three proteins have been described, but only two are frequently found in worldwide populations. Because of its historical background, Brazilians are very suitable for population genetic studies. Therefore, 104 bone marrow donors from Brazil were evaluated for HLA-E exons 1–4. Seven variation sites were found, including two known single nucleotide polymorphisms (SNPs) at positions +424 and +756 and five new SNPs at positions +170 (intron 1), +1294 (intron 3), +1625, +1645 and +1857 (exon 4). Haplotyping analysis did show eight haplotypes, three of them known as E*01:01:01, E*01:03:01 and E*01:03:02:01 and five HLA-E new alleles that carry the new variation sites. The HLA-E*01:01:01 allele was the predominant haplotype (62.50%), followed by E*01:03:02:01 (24.52%). Selective neutrality tests have disclosed an interesting pattern of selective pressures in which balancing selection is probably shaping allele frequency distributions at an SNP at exon 3 (codon 107), sequence diversity at exon 4 and the non-coding regions is facing significant purifying pressure. Even in an admixed population such as the Brazilian one, the HLA-E locus is very conserved, presenting few polymorphic SNPs in the coding region.